Title page for ETD etd-06192006-125753

Type of Document Dissertation
Author Brown, Sharon J.
URN etd-06192006-125753
Title On the relationship of derivative assets to their underlying instruments
Degree PhD
Department Economics
Advisory Committee
Advisor Name Title
Mackay, Robert J. Committee Chair
Cothren, Richard D. Committee Member
Haller, Hans H. Committee Member
Jordan, James V. Committee Member
Meiselman, David I. Committee Member
  • Derivative securities Mathematical models
  • Futures market Mathematical models
  • Stock index futures Mathematical models
Date of Defense 1994-05-03
Availability restricted
see document
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